In this paper we study the problems of pricing and optimizing sidecar and collateralized reinsurance portfolios. The academic literature on sidecar portfolio optimization that takes into account the ...
a) KLA-Tencor Corporation, Austin, TX 78759, U.S.A. b) KLA-Tencor Corporation, Milpitas, CA 95035, U.S.A. Stochastics effects are the ultimate limiter of optical lithography technology and are a major ...
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